Dynamic models of Wasserstein-1-type unbalanced transport
ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 23.

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which transport costs are proportional to transport distance. For those models we derive an equivalent, computationally more efficient static formulation, we perform a detailed analysis of the model optimizers and the associated optimal mass change and transport, and we examine which static models are generated by a corresponding equivalent dynamic one. Alongside we discuss thoroughly how the employed model formulations relate to other formulations found in the literature.

Reçu le :
Accepté le :
DOI : 10.1051/cocv/2018017
Classification : 49K15, 37N40
Mots-clés : Wasserstein distance, unbalanced transport, convex optimization
Schmitzer, Bernhard 1 ; Wirth, Benedikt 1

1
@article{COCV_2019__25__A23_0,
     author = {Schmitzer, Bernhard and Wirth, Benedikt},
     title = {Dynamic models of {Wasserstein-1-type} unbalanced transport},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     publisher = {EDP-Sciences},
     volume = {25},
     year = {2019},
     doi = {10.1051/cocv/2018017},
     mrnumber = {3986362},
     zbl = {07194562},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/cocv/2018017/}
}
TY  - JOUR
AU  - Schmitzer, Bernhard
AU  - Wirth, Benedikt
TI  - Dynamic models of Wasserstein-1-type unbalanced transport
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2019
VL  - 25
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/cocv/2018017/
DO  - 10.1051/cocv/2018017
LA  - en
ID  - COCV_2019__25__A23_0
ER  - 
%0 Journal Article
%A Schmitzer, Bernhard
%A Wirth, Benedikt
%T Dynamic models of Wasserstein-1-type unbalanced transport
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2019
%V 25
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/cocv/2018017/
%R 10.1051/cocv/2018017
%G en
%F COCV_2019__25__A23_0
Schmitzer, Bernhard; Wirth, Benedikt. Dynamic models of Wasserstein-1-type unbalanced transport. ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 23. doi : 10.1051/cocv/2018017. http://www.numdam.org/articles/10.1051/cocv/2018017/

[1] L. Ambrosio and P. Tilli, Topics on Analysis in Metric Spaces. Vol. 25 of Oxford Lecture Series in Mathematics and its Applications. Oxford University Press, Oxford (2004). | MR | Zbl

[2] L. Ambrosio, N. Gigli and G. Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures. Lectures in Mathematics. Birkhäuser, Boston (2005). | MR | Zbl

[3] J.-D. Benamou, Numerical resolution of an “unbalanced” mass transport problem. ESAIM: M2AN 37 (2003) 851–868. | DOI | Numdam | MR | Zbl

[4] J.-D. Benamou and Y. Brenier, A computational fluid mechanics solution to the Monge–Kantorovich mass transfer problem. Numer. Math. 84 (2000) 375–393. | DOI | MR | Zbl

[5] Y. Brenier, Optimal transportation and applications, in Extended Monge-Kantorovich Theory. Vol. 1813 of Lecture Notes in Mathematics. Springer, Berlin Heidelberg (2003) 91–121. | DOI | MR | Zbl

[6] L.A. Caffarelli and R.J. Mccann, Free boundaries in optimal transport and Monge-Ampère obstacle problems. Ann. Math. 171 (2010) 673–730. | DOI | MR | Zbl

[7] L. Chizat, G. Peyré, B. Schmitzer and F.-X. Vialard, Unbalanced Optimal Transport: Geometry and Kantorovich Formulation. Preprint (2015). | arXiv | MR

[8] L. Chizat, G. Peyré, B. Schmitzer and F.-X. Vialard, An interpolating distance between optimal transport and Fisher-Rao metrics. Found. Comput. Math. 18 (2016) 1–44. | DOI | MR | Zbl

[9] H. Federer, Geometric Measure Theory. Vol. 153 of Die Grundlehren der mathematischen Wissenschaften. Springer-Verlag New York Inc., New York (1969). | MR | Zbl

[10] S. Kondratyev, L. Monsaingeon and D. Vorotnikov, A New Optimal Transport Distance on the Space of Finite Radon Measures. Preprint (2015). | arXiv | MR

[11] J. Lellmann, D.A. Lorenz, C. Schönlieb and T. Valkonen, Imaging with Kantorovich–Rubinstein discrepancy. SIAM J. Imaging Sci. 7 (2014) 2833–2859. | DOI | MR | Zbl

[12] M. Liero, A. Mielke and G. Savaré, Optimal Entropy-Transport Problems and a New Hellinger–Kantorovich Distance Between Positive Measures. Invent. Math. 211 (2018) 969–1117. | DOI | MR | Zbl

[13] J. Maas, M. Rumpf and S. Simon, Transport based image morphing with intensity modulation, in Scale Space and Variational Methods (SSVM 2017), edited by F. Lauze, Y. Dong and A.B. Dahl. Springer (2017) 563–577.

[14] O. Pele and M. Werman, A linear time histogram metric for improved SIFT matching, in European Conference on Computer Vision (ECCV 2008) (2008). | DOI

[15] B. Piccoli and F. Rossi, Generalized Wasserstein distance and its application to transport equations with source. Arch. Ration. Mech. Anal. 211 (2014) 335–358. | DOI | MR | Zbl

[16] B. Piccoli and F. Rossi, On properties of the generalized Wasserstein distance. Arch. Ration. Mech. Anal. 222 (2016) 1339–1365. | DOI | MR | Zbl

[17] R.T. Rockafellar, Duality and stability in extremum problems involving convex functions. Pac. J. Math. 21 (1967) 167–187. | DOI | MR | Zbl

[18] R.T. Rockafellar, Integrals which are convex functionals. II. Pac. J. Math. 39 (1971) 439–469. | DOI | MR | Zbl

[19] R.T. Rockafellar, Convex Analysis, 2nd edn., Vol. 28. Princeton University Press (1972). | MR | Zbl

[20] F. Santambrogio, Optimal Transport for Applied Mathematicians. Vol. 87 of Progress in Nonlinear Differential Equations and Their Applications. Birkhäuser, Boston (2015). | DOI | MR | Zbl

[21] B. Schmitzer and B. Wirth, A Framework for Wasserstein-1-Type Metrics. Preprint (2017). | arXiv | MR | Zbl

Cité par Sources :